Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling
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Publication:5270669
DOI10.1145/2724708zbMath1371.65014OpenAlexW2223195372MaRDI QIDQ5270669
Jeremy Staum, Barry L. Nelson, Peter L. Salemi
Publication date: 30 June 2017
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2724708
numerical examplesmoving least squareslocal smoothing methodlocally weighted least squares regressionhigh-dimensional metamodeling
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- Moving least-squares are Backus-Gilbert optimal
- Multivariate locally weighted least squares regression
- Rodeo: Sparse, greedy nonparametric regression
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- On Variable Bandwidth Selection in Local Polynomial Regression
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- Planning Queueing Simulations
- Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Bandwidth Selection in Local Polynomial Regression Using Eigenvalues
- Nonlinear Programming
- On the distribution of points in a cube and the approximate evaluation of integrals
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